+368.0%
ARKK vs ECL
+188.0%
+180.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | +3.6% | -0.8% | +4.4% | +4.1% |
| 30D | +8.4% | -2.5% | +10.8% | +10.0% |
| 3M | +13.4% | +8.3% | +5.1% | +6.9% |
| 6M | +18.9% | -1.1% | +20.0% | +18.6% |
| YTD | +11.9% | +6.5% | +5.4% | +5.8% |
| 1Y | +13.1% | +2.1% | +11.0% | +9.6% |
| 3Y | +97.1% | +57.6% | +39.5% | +41.1% |
| 5Y | -27.8% | +28.1% | -55.8% | -42.1% |
| 10Y | +338.5% | +153.2% | +185.2% | +140.0% |
| All | +368.0% | +188.0% | +180.1% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling